CMPGY vs. YUM
CMPGY (Compass Group PLC ADR) and YUM (YUM! Brands, Inc.) are both stocks. Both operate in the Restaurants industry within the Consumer Cyclical sector. Over the past 10 years, CMPGY returned 7.59%/yr vs 11.52%/yr for YUM. At a 0.31 correlation, their price movements are largely independent.
Performance
CMPGY vs. YUM - Performance Comparison
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Returns By Period
In the year-to-date period, CMPGY achieves a 3.76% return, which is significantly higher than YUM's -1.18% return. Over the past 10 years, CMPGY has underperformed YUM with an annualized return of 7.59%, while YUM has yielded a comparatively higher 11.52% annualized return.
CMPGY
- 1D
- 1.13%
- 1M
- 13.16%
- YTD
- 3.76%
- 6M
- 5.47%
- 1Y
- -5.31%
- 3Y*
- 8.46%
- 5Y*
- 8.91%
- 10Y*
- 7.59%
YUM
- 1D
- -0.24%
- 1M
- -3.30%
- YTD
- -1.18%
- 6M
- 2.49%
- 1Y
- 4.80%
- 3Y*
- 5.35%
- 5Y*
- 6.49%
- 10Y*
- 11.52%
CMPGY vs. YUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMPGY Compass Group PLC ADR | 3.76% | -2.98% | 23.21% | 21.71% | 2.19% | 23.17% | -24.79% | 23.34% | -2.91% | 22.13% |
YUM YUM! Brands, Inc. | -1.18% | 14.94% | 4.72% | 3.93% | -5.99% | 30.05% | 9.85% | 11.41% | 14.61% | 31.09% |
Correlation
The correlation between CMPGY and YUM is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.31 |
The correlation between CMPGY and YUM shifts across timeframes, from 0.20 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CMPGY:
$55.60B
YUM:
$41.31B
CMPGY:
$1.70
YUM:
$6.21
CMPGY:
19.22
YUM:
23.84
CMPGY:
0.26
YUM:
10.75
CMPGY:
0.74
YUM:
4.88
CMPGY:
$75.11B
YUM:
$8.49B
CMPGY:
$13.98B
YUM:
$3.88B
CMPGY:
$7.39B
YUM:
$2.83B
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Return for Risk
CMPGY vs. YUM — Risk / Return Rank
CMPGY
YUM
CMPGY vs. YUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass Group PLC ADR (CMPGY) and YUM! Brands, Inc. (YUM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CMPGY | YUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.06 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 0.39 | -0.61 |
| Martin ratioReturn relative to average drawdown | -0.43 | 0.97 | -1.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMPGY | YUM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 0.22 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.32 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.51 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.48 | -0.14 |
Drawdowns
CMPGY vs. YUM - Drawdown Comparison
The maximum CMPGY drawdown since its inception was -57.36%, smaller than the maximum YUM drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for CMPGY and YUM.
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Drawdown Indicators
| CMPGY | YUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.36% | -67.69% | +10.33% |
Max Drawdown (1Y)Largest decline over 1 year | -24.30% | -12.41% | -11.89% |
Max Drawdown (3Y)Largest decline over 3 years | -24.30% | -16.10% | -8.20% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -23.10% | -1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -57.36% | -52.17% | -5.19% |
Current DrawdownCurrent decline from peak | -8.61% | -11.51% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -12.38% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.44% | 4.98% | +7.46% |
Volatility
CMPGY vs. YUM - Volatility Comparison
Compass Group PLC ADR (CMPGY) has a higher volatility of 11.15% compared to YUM! Brands, Inc. (YUM) at 5.92%. This indicates that CMPGY's price experiences larger fluctuations and is considered to be riskier than YUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMPGY | YUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.15% | 5.92% | +5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 21.14% | 14.75% | +6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.08% | 21.61% | +3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.42% | 20.39% | +4.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.84% | 22.71% | +6.13% |
Dividends
CMPGY vs. YUM - Dividend Comparison
CMPGY's dividend yield for the trailing twelve months is around 2.01%, more than YUM's 1.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMPGY Compass Group PLC ADR | 2.01% | 1.93% | 1.68% | 1.64% | 1.30% | 0.00% | 1.88% | 1.81% | 2.05% | 7.37% | 4.34% | 2.21% |
YUM YUM! Brands, Inc. | 1.97% | 1.88% | 2.00% | 1.85% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 41.26% | 2.31% |
Financials
CMPGY vs. YUM - Financials Comparison
This section allows you to compare key financial metrics between Compass Group PLC ADR and YUM! Brands, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
CMPGY vs. YUM - Profitability Comparison
CMPGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Compass Group PLC ADR reported a gross profit of 1.67B and revenue of 24.95B. Therefore, the gross margin over that period was 6.7%.
YUM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, YUM! Brands, Inc. reported a gross profit of 920.00M and revenue of 2.06B. Therefore, the gross margin over that period was 44.7%.
CMPGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Compass Group PLC ADR reported an operating income of 1.67B and revenue of 24.95B, resulting in an operating margin of 6.7%.
YUM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, YUM! Brands, Inc. reported an operating income of 644.00M and revenue of 2.06B, resulting in an operating margin of 31.3%.
CMPGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Compass Group PLC ADR reported a net income of 1.07B and revenue of 24.95B, resulting in a net margin of 4.3%.
YUM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, YUM! Brands, Inc. reported a net income of 432.00M and revenue of 2.06B, resulting in a net margin of 21.0%.
Frequently Asked Questions
CMPGY and YUM have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMPGY has higher volatility (11.15%) compared to YUM (5.92%). In terms of maximum drawdown, CMPGY dropped -57.36% vs YUM's -67.69%.
YUM currently has the higher Sharpe Ratio (0.22 vs -0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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